US Dollar to Japanese Yen GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
7.33%
decreased by 0.03%
1 Week
7.35%
decreased by 0.01%
1 Month
7.43%
increased by 0.07%
Analysis last updated: Friday, May 15, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.50 | |
| 0.0366 | 34.42 | |
| 0.9576 | 824.82 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other GARCH Analyses on Currencies